+2,934.4%
DOC vs IFF
+875.3%
+2,059.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +5.0% |
| 7D | +8.7% | -3.3% | +12.0% | +10.0% |
| 30D | +7.6% | +5.3% | +2.3% | +5.3% |
| 3M | -5.3% | +8.9% | -14.2% | -8.8% |
| 6M | +27.6% | +26.3% | +1.3% | +15.5% |
| YTD | +32.4% | +32.2% | +0.2% | +16.8% |
| 1Y | +22.9% | +45.8% | -22.9% | +4.2% |
| 3Y | +43.1% | +28.9% | +14.2% | +25.3% |
| 5Y | -21.4% | -29.4% | +8.0% | -16.2% |
| 10Y | +16.8% | -12.9% | +29.8% | +9.7% |
| All | +2,934.4% | +875.3% | +2,059.1% | +1,335.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling